Market-conform valuation of options.

zbMath1116.91044MaRDI QIDQ819979

Tobias Herwig

Publication date: 5 April 2006

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

derivativesbinomial processarbitrage free implied trees

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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